STA6856: Time Series Analysis
Syllabus: Fall 2024
Course Information
- Instructor: Dr. Achraf Cohen
- Email: acohen@uwf.edu
- Class Meetings: MW from 4:00PM to 5:15PM
- Email policy: Please put STA6856 in the email subject
- Class Meetings: Online Learning
- Course Materials: Canvas
- Office Hours: By appointment
Textbooks (not required)
Introduction to Time Series and Forecasting, Edition (2016). Author: Peter J. Brockwell, Richard A. Davis; ISBN-13: 978-3-319-29852-8 (recommended)
Forecasting: principles and practice, 3rd edition, Author: Hyndman, R.J., & Athanasopoulos, G. (2021) OTexts: Melbourne, Australia. https://otexts.com/fpp3/. Accessed on <7/26/2023>. [free access]
Course Description
Time series data is data that is focused on time and can be utilized for predicting future values or analyzing data. This course will give students an essential comprehension of the nature and basic processes used to analyze such data. The course will cover the theory and practice of time series analysis, with a focus on modeling and forecasting. Successfully completing assignments will require a combination of computing and statistics/mathematics. R will be utilized for computer-oriented analysis.
Student Learning Outcomes
At the completion of this course, students will be able to:
- Explain the characteristics of time series data.
- Describe the components (trends and seasonality) in time series data.
- Describe Seasonal ARIMA time series models and stationary processes
- Apply Seasonal ARIMA time series models.
- Forecasting algorithms such as ARAR and Holt-Winters.
- Use R for time series modeling.
Course Materials
There is no required textbooks for this course. Course Materials are posted on Canvas. Lectures will be recorded and posted on Canvas.
Grading and Evaluation
The course grade will be determined as follows:
- Practice Work Progress (#6): 30%
- Assignments (#3): 30%
- Midterm Exam: 20%
- Final Exam: 20%
Grade Distribution
Final course grades will be determined according to the following scale.
| Letter Grade | Weighted Score |
|---|---|
| A | 93%–100% |
| A- | 90%–92% |
| B+ | 87%–89% |
| B | 83%–86% |
| B- | 80%–82% |
| C+ | 77%–79% |
| C | 73%–76% |
| C- | 70%–72% |
| D+ | 67%–69% |
| D | 60%–66% |
| F | < 60% |
University Statements and Policies
This link includes additional syllabus statements that can benefit all UWF students: University Statements and Policies